+443.4%
AMDL vs GFI
+29.0%
+414.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -4.8% |
| 7D | +20.7% | -5.1% | +25.8% | +24.9% |
| 30D | +9.4% | +13.4% | -4.0% | -0.2% |
| 3M | +5.6% | +36.2% | -30.6% | -17.6% |
| 6M | +340.3% | -9.8% | +350.1% | +350.6% |
| YTD | +253.6% | +7.7% | +246.0% | +235.0% |
| 1Y | +443.4% | +27.2% | +416.2% | +394.3% |
| All | +443.4% | +29.0% | +414.4% | +394.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling